+4,100.0%
CMG vs RF
+72.6%
+4,027.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -2.8% | +1.3% | -4.1% | -3.1% |
| 30D | +7.1% | -3.6% | +10.7% | +7.9% |
| 3M | +31.2% | +8.1% | +23.1% | +29.0% |
| 6M | +0.7% | +11.5% | -10.8% | -1.6% |
| YTD | -0.1% | +15.6% | -15.7% | -3.0% |
| 1Y | -10.7% | +15.7% | -26.4% | -13.5% |
| 3Y | -4.7% | +86.9% | -91.6% | -16.9% |
| 5Y | -3.8% | +89.8% | -93.6% | -17.3% |
| 10Y | +352.5% | +344.7% | +7.8% | +214.0% |
| All | +4,100.0% | +72.6% | +4,027.4% | +3,346.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling